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Connecticut Sen. Chris Murphy, who represents Sandy Hook, the site of the 2012 school shooting, asked DeVos if she believes guns have "any place in and around schools."

"I think that is best left to locales and states to decide," she said.

After Murphy pushed DeVos about why she can't say definitively whether they belong, DeVos brought up a story Sen. Mike Enzi told earlier about a school in Wyoming that has fences around it to protect against grizzly bears.

"I will refer back to Sen. Enzi and the school he is talking about in Wyoming. I think probably there, I would imagine there is probably a gun in a school to protect from potential grizzlies," she said.

The comment drew some laughs in the room.

As for Trump's campaign pledge to end gun free school zones, DeVos said she would support the President-elect on the issue.

"If the question is around gun violence and the results of that, please know that my heart bleeds and is broken for those families that have lost any individual due to gun violence," she said.